Package cdm.product.template

Interface EconomicTerms.EconomicTermsBuilder

All Superinterfaces:
EconomicTerms, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder
All Known Implementing Classes:
EconomicTerms.EconomicTermsBuilderImpl
Enclosing interface:
EconomicTerms
public static interface EconomicTerms.EconomicTermsBuilder extends EconomicTerms, com.rosetta.model.lib.RosettaModelObjectBuilder
Builder Interface

  • Method Details

    • getOrCreateEffectiveDate

      AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateEffectiveDate()

    • getEffectiveDate

      AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getEffectiveDate()
      Description copied from interface: EconomicTerms
      The first day of the terms of the trade. This day may be subject to adjustment in accordance with a business day convention. Body ICMA Corpus MasterAgreement GMRA Global Master Repurchase Agreement GMRA 2011 "The Global Master Repurchase Agreement (GMRA) is a model legal agreement designed for parties transacting repos and is published by the International Capital Market Association (ICMA)." namingConvention "Purchase Date" Provision As defined in GMRA paragraph 2(mm) The date on which Purchased Securities are sold or are to be sold by Seller to Buyer. Body ICMA Corpus Guidance ERCCBestPractice ERCC Guide to Best Practice in the European Repo Market ERCC Guide to Best Practice in the European Repo Market "The ERCC Guide to Best Practice in the European Repo Market is published by ICMAs European Repo and Collateral Council (ERCC). Its purpose is to help foster a fair and efficient European repo market by recommending practices which market experience suggests can help avoid uncertainty or disagreement about transactions, and consequent delay or disruption to repo trading and settlement. With the same purpose in mind, the Guide also codifies market conventions, where this has been thought to be helpful, usually in response to queries from market participants." namingConvention "Purchase Date" Provision ERCC Guide: Annex II Glossary of repo terminology. The term for the value date of a repo.
      Specified by:
      getEffectiveDate in interface EconomicTerms

    • getOrCreateTerminationDate

      AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateTerminationDate()

    • getTerminationDate

      AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getTerminationDate()
      Description copied from interface: EconomicTerms
      The last day of the terms of the trade. This date may be subject to adjustments in accordance with the business day convention. It can also be specified in relation to another scheduled date (e.g. the last payment date). Body ICMA Corpus MasterAgreement GMRA Global Master Repurchase Agreement GMRA 2011 "The Global Master Repurchase Agreement (GMRA) is a model legal agreement designed for parties transacting repos and is published by the International Capital Market Association (ICMA)." namingConvention "Repurchase Date" Provision As defined in GMRA paragraph 2(qq) The date on which Buyer is to sell Equivalent Securities to Seller. Body ICMA Corpus Guidance ERCCBestPractice ERCC Guide to Best Practice in the European Repo Market ERCC Guide to Best Practice in the European Repo Market "The ERCC Guide to Best Practice in the European Repo Market is published by ICMAs European Repo and Collateral Council (ERCC). Its purpose is to help foster a fair and efficient European repo market by recommending practices which market experience suggests can help avoid uncertainty or disagreement about transactions, and consequent delay or disruption to repo trading and settlement. With the same purpose in mind, the Guide also codifies market conventions, where this has been thought to be helpful, usually in response to queries from market participants." namingConvention "Repurchase Date" Provision ERCC Guide: Annex II Glossary of repo terminology. The term for the maturity date of a repo.
      Specified by:
      getTerminationDate in interface EconomicTerms

    • getOrCreateDateAdjustments

      BusinessDayAdjustments.BusinessDayAdjustmentsBuilder getOrCreateDateAdjustments()

    • getDateAdjustments

      BusinessDayAdjustments.BusinessDayAdjustmentsBuilder getDateAdjustments()
      Description copied from interface: EconomicTerms
      The business day adjustment convention when it applies across all the payout components. This specification of the business day convention and financial business centers is used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center.
      Specified by:
      getDateAdjustments in interface EconomicTerms

    • getOrCreatePayout

      Payout.PayoutBuilder getOrCreatePayout()

    • getPayout

      Payout.PayoutBuilder getPayout()
      Description copied from interface: EconomicTerms
      The payout specifies the future cashflow computation methodology which characterizes a financial product.
      Specified by:
      getPayout in interface EconomicTerms

    • getOrCreateTerminationProvision

      TerminationProvision.TerminationProvisionBuilder getOrCreateTerminationProvision()

    • getTerminationProvision

      TerminationProvision.TerminationProvisionBuilder getTerminationProvision()
      Description copied from interface: EconomicTerms
      Contains optional provisions pertaining to the termination characteristics of a contract.
      Specified by:
      getTerminationProvision in interface EconomicTerms

    • getOrCreateCalculationAgent

      CalculationAgent.CalculationAgentBuilder getOrCreateCalculationAgent()

    • getCalculationAgent

      CalculationAgent.CalculationAgentBuilder getCalculationAgent()
      Description copied from interface: EconomicTerms
      The ISDA calculation agent responsible for performing duties as defined in the applicable product definitions.
      Specified by:
      getCalculationAgent in interface EconomicTerms

    • getOrCreateCollateral

      Collateral.CollateralBuilder getOrCreateCollateral()

    • getCollateral

      Collateral.CollateralBuilder getCollateral()
      Description copied from interface: EconomicTerms
      Represents the collateral obligations of a party.
      Specified by:
      getCollateral in interface EconomicTerms

    • setEffectiveDate

      EconomicTerms.EconomicTermsBuilder setEffectiveDate(AdjustableOrRelativeDate effectiveDate)

    • setTerminationDate

      EconomicTerms.EconomicTermsBuilder setTerminationDate(AdjustableOrRelativeDate terminationDate)

    • setDateAdjustments

      EconomicTerms.EconomicTermsBuilder setDateAdjustments(BusinessDayAdjustments dateAdjustments)

    • setPayout

      EconomicTerms.EconomicTermsBuilder setPayout(Payout payout)

    • setTerminationProvision

      EconomicTerms.EconomicTermsBuilder setTerminationProvision(TerminationProvision terminationProvision)

    • setCalculationAgent

      EconomicTerms.EconomicTermsBuilder setCalculationAgent(CalculationAgent calculationAgent)

    • setNonStandardisedTerms

      EconomicTerms.EconomicTermsBuilder setNonStandardisedTerms(Boolean nonStandardisedTerms)

    • setCollateral

      EconomicTerms.EconomicTermsBuilder setCollateral(Collateral collateral)

    • process

      default void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

    • prune

      EconomicTerms.EconomicTermsBuilder prune()
      Specified by:
      prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder